Results
Publications
- D. Bartl, S. Mendelson: “Uniform mean estimation via generic chaining”. Advances in Mathematics, 493, 110918, 2026. doi:10.1016/j.aim.2026.110918
- D. Bartl, A. Neufeld, K. Park: “Numerical Method for Nonlinear Kolmogorov PDEs via Sensitivity Analysis”. Appl. Math. Optim. 93, 75, 2026. doi:10.1007/s00245-026-10432-0
- M. Beiglböck, G. Pammer, S. Schrott: “Denseness of biadapted Monge mappings”. Ann. Inst. H. Poincaré Probab. Statist. 61(1): 329-349, 2025. doi:10.1214/23-AIHP1431
- J. Backhoff-Veraguas, S. Källblad, B. A. Robinson: “Adapted Wasserstein distance between the laws of SDEs”. Stoch. Proc. Appl. 189, 104689, 2025. doi:10.1016/j.spa.2025.104689
- G. Pammer, B. A. Robinson, W. Schachermayer: “A regularized Kellerer theorem in arbitrary dimension”. Ann. Appl. Probab. 35(2): 749-778, 2025. doi:10.1214/24-AAP2125
- D. Bartl, S. Mendelson: “Structure preservation via the Wasserstein distance”. J. Funct. Ana. 288(7): 110810. doi:10.1016/j.jfa.2024.110810
- D. Bartl, S. Mendelson: “A uniform Dvoretzky–Kiefer–Wolfowitz inequality”. Probab. Theory Relat. Fields 193, 335–374, 2025. doi:10.1007/s00440-025-01408-2
- D. Bartl, S. Mendelson: “Empirical approximation of the gaussian distribution in Rd”. Advances in Mathematics 460, 110041, 2025. doi:10.1016/j.aim.2024.110041
- S. Schrott, D. Toneian: “On Strassen’s theorem for support functions”. Electron. Commun. Probab. 29 1 - 12, 2024. doi:10.1214/24-ECP618
- D. Bartl, S. Mendelson: “Optimal Non-Gaussian Dvoretzky–Milman Embeddings”. International Mathematics Research Notices 2024(10): 8459–8480, 2024. doi:10.1093/imrn/rnad267
- D. Bartl, M. Beiglböck, G. Pammer: “The Wasserstein space of stochastic processes”. J. Eur. Math. Soc. 28(1): 393–454, 2023. doi:10.4171/jems/1554
- D. Bartl, J. Wiesel: “Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance”. SIAM Journal on Financial Mathematics 14(2): 704 - 720, 2023. doi:10.1137/22M1537746
- D. Bartl, L. Tangpi: “Nonasymptotic Convergence Rates for the Plug-in Estimation of Risk Measures”. Mathematics of Operations Research 48(4):2129-2155, 2022. doi:10.1287/moor.2022.1333
Preprints
- C. Pawlowitsch, S. Schrott, D. Toneian: Delta-Epsilon-Common Knowledge and Quantitative Agreement Theorems. Preprint, arXiv.2606.11902
- D. Bartl, S. Eckstein: Optimal nonparametric estimation of the expected shortfall risk. Preprint, arXiv:2405.00357
- B. Acciaio, M. Beiglböck, E. Kolosov, G. Pammer: Strassen's theorem for biased convex order. Preprint, arXiv.2509.13041
- M. Hitz, B. A. Robinson: Bicausal optimal transport for SDEs with irregular coefficients. Preprint, arXiv.2403.09941
- D. Bartl, M. Beiglböck, G. Pammer, S. Schrott, X. Zhang: The Wasserstein Space of Stochastic Processes in Continuous Time. Preprint, arXiv.2501.14135
- D. Bartl, S. Mendelson: Do we really need the Rademacher complexities?. Preprint, arXiv:2502.15118
- D. Bartl, A. Neufield, K. Park: Sensitivity of robust optimization problems under drift and volatility uncertainty. Preprint, arXiv.2311.11248
- M. Beiglböck, G. Pammer, X. Zhang, S. Schrott: Representing General Stochastic Processes as Martingale Laws. Preprint, arXiv:2312.16725